Mid-session IV Report November 23, 2021

Mid-session IV Report November 23, 2021

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: XL JWN HOOD FOUR BLMN MU HPQ NKE KMX

Popular stocks with increasing volume: XRX BLMN DKNG PYPL

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 36 to 106 as shares sell off 2.5%.

PayPal (PYPL) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 58 as shares sell off 1.6%.

AMC Entertainment (AMC) 30-day option implied volatility is at 114; compared to its 52-week range of 95 to 726 as shares sell off 1.2%.

GameStop (GME) 30-day option implied volatility is at 119; compared to its 52-week range of 69 to 553 as shares sell off 5%.

Affirm Holdings (AFRM) 30-day option implied is at 84; compared to its 52-week range of 60 to 126. Call put ratio 2.7 calls to 1 put as shares sell off 1.3%.

JD.com (JD) 30-day option implied is at 47; compared to its 52-week range of 31 to 63. Call put ratio 4.2 calls to 1 put as shares sell off 2.7%.

Alibaba (BABA) 30-day option implied is at 50; compared to its 52-week range of 24 to 67 as shares sell off 1.3%.

IV into events

Analog Devices (ADI) November weekly call option implied volatility is at 36, December is at 29; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell.

Autodesk (ADSK) November weekly call option implied volatility is at 92, December is at 45; compared to its 52-week range of 24 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.1 puts.

Dell Technologies (DELL) December call option implied volatility is at 45, January is at 36; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put,

Gap (GPS) November weekly call option implied volatility is at 164, December is at 70; compared to its 52-week range of 40 to 86 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

HP (HPQ) November weekly call option implied volatility is at 118, December is at 51; compared to its 52-week range of 23 to 56 into the expected release of quarter results after the bell on November 23. Call put ratio 1 call to 1.2 puts.

Nordstrom (JWN) November weekly call option implied volatility is at 160, December is at 80; compared to its 52-week range of 45 to 95 into the expected release of quarter results after the bell on November 23. Call put ratio 1.2 calls to 1 put.

Pure Storage (PSTG) December call option implied volatility is at 61, January is at 49; compared to its 52-week range of 37 to 75 into the expected release of quarter results today after the bell.

VMware (VMW) November weekly call option implied volatility is at 90, December is at 45; compared to its 52-week range of 20 to 53 into the expected release of quarter results today after the bell.

Deere (DE) November weekly call option implied volatility is at 61, December is at 40; compared to its 52-week range of 22 to 40 into the expected release of quarter results before the bell on November 24.

Turkcell Iletisim Hizmetleri A.s. (TKC) 30-day option implied volatility is at 221; compared to its 52-week range of 23 to 107. Call put ratio 21 calls to 1 put as shares sell off 7.7%.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 61. Call put ratio 3 calls to 1 put.

Increasing unusual option volume: TUR VG TRQ XL NBEV MPLN AUR CKPT BLMN XRX
Increasing unusual call option volume: XL MPLN OLO NBEV XRX
Increasing unusual put option volume: LAZR URBN ARKF XM ANF BBY
Options with decreasing option implied: RIVN BBY DLTR IPOF TGT TJX
Active options: AAPL TSLA NIO NVDA AMD ZM MU F LCID XPEV FB MSFT AMZN PLTR AMC DKNG DIS BAC PYPL BBIG